Anic Equity¶

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Total return since start: 0.687 %¶

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Equity now: -----------------------------> 51539.48 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48340.42 Kr¶

PnL: ---------------------------------------> -747.15 Kr¶

DD now: ---------------------------------> -0.779 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 09:31:46.358919'

Anic Portfolio¶

Today¶

Return: -0.193 %¶

This Week¶

Return: 8.442 %¶

Total¶

Return: 68.727 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -3.000000 3321.000000 141.000000 4.430000 3180.000006
HMS Networks 2 2.620000 798.800000 125.800000 18.690000 673.000000
HEBA B 70 2.490000 2740.500000 104.500000 3.960000 2636.000010
Nordea Bank Abp 29 0.560000 3551.340000 97.340000 2.820000 3453.999992
SAAB B 8 0.660000 3439.200000 62.200000 1.840000 3377.000000
Swedbank A 3 1.900000 612.600000 48.600000 8.620000 564.000000
MedCap 2 0.650000 466.000000 45.000000 10.690000 421.000000
Resurs Holding 22 0.760000 616.000000 42.000000 7.320000 573.999998
AcadeMedia 12 1.100000 597.840000 40.840000 7.330000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.710000 390.200000 35.200000 9.920000 355.000000
Norva24 Group 16 0.000000 576.000000 33.000000 6.080000 543.000000
Intrum 4 1.560000 547.800000 20.800000 3.950000 527.000000
Eastnine 4 2.080000 511.200000 20.200000 4.110000 491.000000
OEM International B 7 0.650000 546.000000 18.000000 3.410000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Boozt 12 1.910000 1662.000000 8.000000 0.480000 1653.999996
Securitas B 6 0.960000 577.560000 7.560000 1.330000 570.000000
Coor Service Management Hold. 8 0.820000 538.400000 6.400000 1.200000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.070000 249.840000 3.840000 1.560000 246.000000
Corem Property Group B 59 2.830000 579.680000 2.680000 0.460000 576.999999
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.070000 544.650000 -1.350000 -0.250000 546.000000
Midsona B 63 1.100000 581.490000 -1.510000 -0.260000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 1.170000 505.700000 -28.300000 -5.300000 533.999999
International Petroleum Corp. 5 -0.360000 560.500000 -34.070000 -5.730000 594.565215
Essity B 2 -1.250000 538.600000 -35.400000 -6.170000 574.000000
Vivesto 1368 -0.150000 560.060000 -52.940000 -8.640000 612.999432
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
Beijer Electronics Group 27 0.000000 3002.400000 -81.600000 -2.650000 3083.999994
Fasadgruppen Group 38 -3.280000 4028.000000 -113.000000 -2.730000 4140.999992
OX2 22 3.670000 1834.800000 -154.200000 -7.750000 1989.000002
Axfood 15 -3.380000 3897.000000 -403.000000 -9.370000 4300.000005
Ovzon 64 0.000000 3398.400000 -597.600000 -14.950000 3996.000000
TOTAL 48390.910000 -696.660000 -0.6794% 49087.564636

Updated:¶

'2023-02-01 09:31:27.677150'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶